Sometimes, when opening up a Helicon Focus DNG export into lightroom, I get the message "The image appears to be damaged". The file will open and I can edit it, but the preview seems to switch between two versions of itself randomly.

I do know that DNG files generated by Helicon Focus have a much different format from ordinary DNG files generated by Lightroom or Adobe DNG converter from the same raw files. For example some D800E NEF's that I processed just now through Lightroom came out as 36.4 MB DNG from Lightroom, but 119 MB DNG as output from Helicon Focus.

I assume that what's happening to you is that the change-of-format being done by Helicon Focus is for some reason not acceptable to Lightroom. But why that would be true for depth map and weighted average, never pyramid, is a complete mystery.